ARROWSTREET CAPITAL, LIMITED PARTNERSHIP

Position in NLY — Annaly Capital Management Inc

CIK 1164508 BOSTON, MA

Position in NLY

as of Jun 30, 2026 · filed Aug 13, 2026 Compact

Position Value

$3,408,245

-$16,091,194 QoQ

Shares Held

152,426

-86.6% QoQ

Ownership

0.020%

of shares outstanding

% of Portfolio

0.00%

of 13F equity value

Holder Rank

#172

of 770 holders

Holding Since

Jun 2020

10 quarters on record

Voting authority Sole 100% Shared 0% None 0%

Real Estate · as of Jun 30, 2026

ARROWSTREET CAPITAL, LIMITED PARTNERSHIP holds $60,820,985 across 16 REIT - Mortgage names. NLY ranks #8 (5.6% of the industry book) .

#	Ticker	Company	Shares	Value (USD)
1	DX	Dynex Capital Inc	842,566	$11,046,040
2	TRTX	TPG RE Finance Trust, Inc.	1,268,465	$10,617,052
3	AGNC	AGNC Investment Corp.	812,068	$8,851,541
4	CIM	Chimera Investment Corp	472,143	$6,298,387
5	LADR	Ladder Capital Corp	581,545	$5,786,372
6	ARI	Apollo Commercial Real Estate Finance, Inc.	428,486	$4,576,230
7	ORC	Orchid Island Capital, Inc.	541,026	$3,770,951
8	NLY	Annaly Capital Management Inc This page	152,426	$3,408,245

10 filing rows on record

Report Date	Value (USD)	Shares	Change	Type	Discretion	Filed
2026-06-30	$3,408,245	152,426	-86.6%	Shares	Defined	2026-08-13
2022-09-30	$19,499,439	1,136,331	-73.4%	Shares	Defined	2022-11-14
2022-06-30	$25,262,413	4,274,520	+68.3%	Shares	Defined	2022-08-15
2021-12-31	$19,855,636	2,539,084	+15178.2%	Shares	Defined	2022-02-14
2021-09-30	$139,931	16,619	-99.6%	Shares	Defined	2021-11-12
2021-06-30	$37,526,826	4,225,994	+112.0%	Shares	Defined	2021-08-13
2021-03-31	$17,144,659	1,993,565	-67.6%	Shares	Defined	2021-05-14
2020-12-31	$52,039,409	6,158,510	+222.9%	Shares	Defined	2021-02-12
2020-09-30	$13,581,663	1,907,537	-44.3%	Shares	Defined	2020-11-12
2020-06-30	$22,477,872	3,426,505	—	Shares	Defined	2020-08-12
No filing history on record for this holder in this stock.